Evidence of dynamical dark energy found via the DESI DR2 Lyman$\alpha$ forest

We present a comprehensive analysis of the cosmological implications of the Dark Energy Spectroscopic Instrument (DESI) Data Release 2 (DR2) Lyman-$\alpha$ forest baryon acoustic oscillation (BAO) measurements, combined with DESI DR2 galaxy BAO, Type Ia supernova samples (Pantheon$^+$, DES-Dovekie, and Union3), and the cosmic microwave background CamSpec likelihood. We consider several dark-energy parameterizations, including Chevallier-Polarski-Linder, logarithmic, exponential, Jassal-Bagla-Padmanabhan, Barboza-Alcaniz, and generalized emergent dark energy, as well as the $w$CDM model and non-flat extensions of $\Lambda$CDM and $w$CDM. Using the Metropolis-Hastings MCMC algorithm, we constrain cosmological parameters and compute Bayesian evidence with \texttt{MCEvidence}. We find that non-flat extensions remain consistent with spatial flatness, with $\Omega_k \approx 0$. All parameterizations favor a dynamical dark-energy scenario with $w_0 > -1$, $w_a < 0$, and $w_0 + w_a < -1$, consistent with a Quintom-B behavior. A moderate preference for dynamical dark-energy models is found relative to $\Lambda$CDM, reaching up to $\sim3.10\sigma$ for Ly$\alpha$ + CMB + galaxy BAO. When combined with SNe~Ia datasets, the deviations decrease to $\lesssim2\sigma$, corresponding to inconclusive preference. The Bayes factor ($\ln B_{ij}$) shows that model preference depends strongly on the dataset combination: $w$CDM and o$w$CDM exhibit moderate evidence for Ly$\alpha$ + CMB + galaxy BAO, while most other models show weak or inconclusive evidence. With Pantheon$^{+}$ or DES-Dovekie, o$w$CDM shows strong evidence, whereas other models remain moderately favored.